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kurtosis

The correct spelling is kurtosis.

How to pronounce kurtosis

noun

Say it like: Kur-tos-is

The correct spelling is kurtosis. A measure of "heaviness of the tails" of a probability distribution, defined as the fourth cumulant divided by the square of the variance of the probability distribution.

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Definition

noun

  1. 1.A measure of "heaviness of the tails" of a probability distribution, defined as the fourth cumulant divided by the square of the variance of the probability distribution.
  2. 2.Excess kurtosis: the difference between a given distribution's kurtosis and the kurtosis of a normal distribution.

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